+119.1%
EOG vs ILMN
+25.5%
+93.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.6% |
| 7D | -1.3% | -3.9% | +2.6% | -0.7% |
| 30D | +3.4% | +6.9% | -3.5% | +2.1% |
| 3M | +7.8% | +28.1% | -20.3% | +3.2% |
| 6M | +13.4% | +65.0% | -51.6% | +3.6% |
| YTD | +43.5% | +56.3% | -12.8% | +31.7% |
| 1Y | +29.7% | +108.7% | -79.0% | +12.0% |
| 3Y | +23.2% | +33.1% | -9.9% | +11.9% |
| 5Y | +176.4% | -54.1% | +230.5% | +204.7% |
| 10Y | +119.1% | +27.8% | +91.3% | +87.2% |
| All | +119.1% | +25.5% | +93.7% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling